st: Subgroup analysis

I would like to compare predictors' effects across different
racial/ethnic groups, so I first ran a comprehensive model including
all groups, and then used subpop function in stata to do subpopulation
analyses for each ethnic group.
What the results show is that many (not just a few) significant
predictors in the comprehensive model (including all racial groups)
become non-significant in the African American group, while the White
group's results are similar to the results of the comprehensive model.
How can I interpret all these? Is it possibly because African Americans
are very homogeneous in the distributions of these predictors, and
therefore it is hard for the analysis to distinguish any variations in
the effects and therefore find non-significance in the results? Or is
it because the sample size of this group is relatively small compared
with other groups (e.g., whites) in the sample? Are there any other
possible interpretations? Your insight will be appreciated.